I'm not sure if there was a deliberate choice by Dovetail to use the same folder as FSX uses - Documents\Flight Simulator X Files folder - as I am sure that originally my installation of FSX-SE pointed to Documents\Flight Simulator X - Steam Edition Files, and after one of the recent updates, it was no longer going there to open any flight plans that I had made and saved there. This could explain why you didn't have a Flight Simulator X - Steam Edition Files.

I have saved hundreds of flights and flight plans for FSX, whereas I only have half a dozen for FSX-SE, so it is possible that I went to the Flight Simulator X Files to load a flight or flight plan from there, rather than create one I already had, and FSX-SE remembers that that is where I went. :-/